Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[32]) |
20 | 8.6 | - | - | - | - | - | - | - |
21 | 8.5 | - | - | - | - | - | - | - |
22 | 8.3 | - | - | - | - | - | - | - |
23 | 8 | - | - | - | - | - | - | - |
24 | 8.2 | - | - | - | - | - | - | - |
25 | 8.1 | - | - | - | - | - | - | - |
26 | 8.1 | - | - | - | - | - | - | - |
27 | 8 | - | - | - | - | - | - | - |
28 | 7.9 | - | - | - | - | - | - | - |
29 | 7.9 | - | - | - | - | - | - | - |
30 | 8 | - | - | - | - | - | - | - |
31 | 8 | - | - | - | - | - | - | - |
32 | 7.9 | - | - | - | - | - | - | - |
33 | 8 | 8.017 | 7.783 | 8.251 | 0.4435 | 0.8364 | 0 | 0.8364 |
34 | 7.7 | 7.8396 | 7.3945 | 8.2847 | 0.2693 | 0.24 | 0.0213 | 0.3951 |
35 | 7.2 | 7.5358 | 6.8637 | 8.208 | 0.1637 | 0.3161 | 0.0879 | 0.1441 |
36 | 7.5 | 7.4802 | 6.6965 | 8.2639 | 0.4803 | 0.7583 | 0.0359 | 0.1469 |
37 | 7.3 | 7.3033 | 6.4477 | 8.1588 | 0.497 | 0.3261 | 0.034 | 0.0858 |
38 | 7 | 7.3427 | 6.4329 | 8.2524 | 0.2302 | 0.5366 | 0.0514 | 0.1149 |
39 | 7 | 7.3381 | 6.3878 | 8.2883 | 0.2428 | 0.7572 | 0.0861 | 0.1232 |
40 | 7 | 7.2675 | 6.2866 | 8.2484 | 0.2965 | 0.7035 | 0.1031 | 0.1031 |
41 | 7.2 | 7.2315 | 6.2269 | 8.2361 | 0.4755 | 0.6743 | 0.0961 | 0.0961 |
42 | 7.3 | 7.2921 | 6.269 | 8.3151 | 0.4939 | 0.57 | 0.0875 | 0.1221 |
43 | 7.1 | 7.3111 | 6.2735 | 8.3487 | 0.345 | 0.5084 | 0.0966 | 0.133 |
44 | 6.8 | 7.2276 | 6.1784 | 8.2768 | 0.2122 | 0.5942 | 0.1045 | 0.1045 |
45 | 6.4 | 7.4921 | 6.3206 | 8.6637 | 0.0338 | 0.8765 | 0.1977 | 0.2475 |
46 | 6.1 | 7.341 | 5.9536 | 8.7283 | 0.0398 | 0.9081 | 0.306 | 0.2148 |
47 | 6.5 | 7.0455 | 5.3727 | 8.7183 | 0.2613 | 0.866 | 0.4282 | 0.1584 |
48 | 7.7 | 6.8421 | 5.0041 | 8.6801 | 0.1801 | 0.6424 | 0.2415 | 0.1296 |
49 | 7.9 | 6.6258 | 4.6744 | 8.5772 | 0.1003 | 0.1403 | 0.2492 | 0.1003 |
50 | 7.5 | 6.6963 | 4.6568 | 8.7358 | 0.2199 | 0.1237 | 0.3852 | 0.1237 |
51 | 6.9 | 6.7563 | 4.6491 | 8.8634 | 0.4468 | 0.2445 | 0.4103 | 0.1437 |
52 | 6.6 | 6.7089 | 4.5494 | 8.8684 | 0.4606 | 0.4312 | 0.3958 | 0.1398 |
53 | 6.9 | 6.6553 | 4.4546 | 8.856 | 0.4137 | 0.5196 | 0.3138 | 0.1338 |
54 | 7.7 | 6.6955 | 4.462 | 8.929 | 0.189 | 0.4288 | 0.2979 | 0.1453 |
55 | 8 | 6.7296 | 4.4698 | 8.9893 | 0.1353 | 0.2 | 0.374 | 0.155 |
56 | 8 | 6.659 | 4.378 | 8.94 | 0.1246 | 0.1246 | 0.4518 | 0.1431 |
57 | 7.7 | 7.0167 | 4.6125 | 9.4209 | 0.2888 | 0.2114 | 0.6924 | 0.2357 |
58 | 7.3 | 6.8838 | 4.2686 | 9.499 | 0.3776 | 0.2704 | 0.7216 | 0.2232 |
59 | 7.4 | 6.5954 | 3.6924 | 9.4984 | 0.2935 | 0.3171 | 0.5257 | 0.1892 |
60 | 8.1 | 6.3027 | 3.2193 | 9.3861 | 0.1266 | 0.2427 | 0.1872 | 0.155 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0149 | -0.0021 | 0 | 3e-04 | 0 | 0 |
34 | 0.029 | -0.0178 | 0.01 | 0.0195 | 0.0099 | 0.0994 |
35 | 0.0455 | -0.0446 | 0.0215 | 0.1128 | 0.0442 | 0.2102 |
36 | 0.0535 | 0.0026 | 0.0168 | 4e-04 | 0.0332 | 0.1823 |
37 | 0.0598 | -4e-04 | 0.0135 | 0 | 0.0266 | 0.1631 |
38 | 0.0632 | -0.0467 | 0.019 | 0.1174 | 0.0417 | 0.2043 |
39 | 0.0661 | -0.0461 | 0.0229 | 0.1143 | 0.0521 | 0.2282 |
40 | 0.0689 | -0.0368 | 0.0246 | 0.0716 | 0.0545 | 0.2335 |
41 | 0.0709 | -0.0044 | 0.0224 | 0.001 | 0.0486 | 0.2204 |
42 | 0.0716 | 0.0011 | 0.0203 | 1e-04 | 0.0437 | 0.2091 |
43 | 0.0724 | -0.0289 | 0.021 | 0.0446 | 0.0438 | 0.2093 |
44 | 0.0741 | -0.0592 | 0.0242 | 0.1828 | 0.0554 | 0.2354 |
45 | 0.0798 | -0.1458 | 0.0336 | 1.1927 | 0.1429 | 0.378 |
46 | 0.0964 | -0.169 | 0.0432 | 1.54 | 0.2427 | 0.4926 |
47 | 0.1211 | -0.0774 | 0.0455 | 0.2976 | 0.2463 | 0.4963 |
48 | 0.1371 | 0.1254 | 0.0505 | 0.7361 | 0.2769 | 0.5263 |
49 | 0.1503 | 0.1923 | 0.0589 | 1.6236 | 0.3562 | 0.5968 |
50 | 0.1554 | 0.12 | 0.0623 | 0.646 | 0.3723 | 0.6101 |
51 | 0.1591 | 0.0213 | 0.0601 | 0.0207 | 0.3537 | 0.5948 |
52 | 0.1642 | -0.0162 | 0.0579 | 0.0119 | 0.3367 | 0.5802 |
53 | 0.1687 | 0.0368 | 0.0569 | 0.0599 | 0.3235 | 0.5687 |
54 | 0.1702 | 0.15 | 0.0611 | 1.009 | 0.3546 | 0.5955 |
55 | 0.1713 | 0.1888 | 0.0667 | 1.614 | 0.4094 | 0.6398 |
56 | 0.1748 | 0.2014 | 0.0723 | 1.7982 | 0.4673 | 0.6836 |
57 | 0.1748 | 0.0974 | 0.0733 | 0.4669 | 0.4672 | 0.6836 |
58 | 0.1938 | 0.0605 | 0.0728 | 0.1732 | 0.4559 | 0.6752 |
59 | 0.2246 | 0.122 | 0.0746 | 0.6474 | 0.463 | 0.6805 |
60 | 0.2496 | 0.2852 | 0.0821 | 3.2303 | 0.5619 | 0.7496 |